C# 클래스 QLNet.DailyTenorLibor

Base class for O/N-S/N BBA LIBOR indexes but the EUR ones. One day deposit LIBOR fixed by BBA.

See .

상속: IborIndex

공개 메소드들

메소드	설명
DailyTenorLibor ( string familyName, int settlementDays, Currency currency, QLNet.Calendar financialCenterCalendar, DayCounter dayCounter ) : System	http://www.bba.org.uk/bba/jsp/polopoly.jsp?d=225&a=1412 : no o/n or s/n fixings (as the case may be) will take place when the principal centre of the currency concerned is closed but London is open on the fixing day.
DailyTenorLibor ( string familyName, int settlementDays, Currency currency, QLNet.Calendar financialCenterCalendar, DayCounter dayCounter, Handle h ) : System

메소드 상세

DailyTenorLibor() 공개 메소드

http://www.bba.org.uk/bba/jsp/polopoly.jsp?d=225&a=1412 : no o/n or s/n fixings (as the case may be) will take place when the principal centre of the currency concerned is closed but London is open on the fixing day.

public DailyTenorLibor ( string familyName, int settlementDays, Currency currency, QLNet.Calendar financialCenterCalendar, DayCounter dayCounter ) : System
familyName	string
settlementDays	int
currency	Currency
financialCenterCalendar	QLNet.Calendar
dayCounter	DayCounter
리턴	System

DailyTenorLibor() 공개 메소드

public DailyTenorLibor ( string familyName, int settlementDays, Currency currency, QLNet.Calendar financialCenterCalendar, DayCounter dayCounter, Handle h ) : System
familyName	string
settlementDays	int
currency	Currency
financialCenterCalendar	QLNet.Calendar
dayCounter	DayCounter
h	Handle
리턴	System